zlib module missing

first install the companents with the following command

yum install zlib
yum install zlib-devel

then remake python

make
make install

Please install this before proceeding.

sudo apt-get install -y make build-essential libssl-dev zlib1g-dev libreadline-dev libbz2-dev libsqlite3-dev wget curl llvm libncurses5-dev

Pyenv - Common build problems

You forgot to install zlib1g-dev before building Python.